+222.0%
LHX vs PH
+820.2%
-598.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | -4.3% | -1.3% | -3.0% | -3.9% |
| 30D | -15.1% | -11.0% | -4.2% | -12.1% |
| 3M | -21.0% | +5.5% | -26.5% | -22.5% |
| 6M | -32.0% | +1.5% | -33.5% | -32.7% |
| YTD | -15.3% | +8.8% | -24.1% | -18.1% |
| 1Y | -11.1% | +24.5% | -35.5% | -17.6% |
| 3Y | +54.0% | +141.2% | -87.2% | +11.9% |
| 5Y | +17.1% | +256.3% | -239.2% | -27.7% |
| All | +222.0% | +820.2% | -598.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling